Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.484774 0.542396 0.607638 0.687735 0.784489 0.899005 1.046992
2025-08-31 0.433260 0.509202 0.601993 0.726289 0.892652 1.114353 1.444930
2025-09-07 0.382620 0.464742 0.570461 0.721214 0.939282 1.259097 1.799701
2025-09-14 0.342872 0.426798 0.539192 0.707512 0.966928 1.380071 2.164379
2025-09-21 0.314825 0.400038 0.518057 0.702545 1.003711 1.522432 2.630794
2025-09-28 0.289343 0.373568 0.493331 0.687094 1.018800 1.630058 3.086639
2025-10-05 0.282532 0.372386 0.504636 0.728704 1.138435 1.971459 4.329589
2025-10-12 0.282449 0.380623 0.530649 0.798329 1.327002 2.541719 6.920839
2025-10-19 0.265553 0.361804 0.511682 0.786282 1.351225 2.741310 8.574602
2025-10-26 0.253211 0.348912 0.500866 0.787158 1.402719 3.038826 11.331291
2025-11-02 0.237512 0.329553 0.477463 0.761042 1.388168 3.142286 13.341741
2025-11-09 0.219951 0.306168 0.445496 0.714816 1.318410 3.049004 13.849284
2025-11-16 0.207868 0.291607 0.428782 0.699315 1.326066 3.239952 17.748197
2025-11-23 0.205576 0.292716 0.439253 0.739863 1.484545 4.086460 36.843433
2025-11-30 0.196808 0.282489 0.428645 0.735083 1.523787 4.514397 60.661613
2025-12-07 0.187599 0.270935 0.414660 0.721174 1.534430 4.834772 98.894145
2025-12-14 0.180353 0.262258 0.405261 0.716143 1.570330 5.330939 215.715868
2025-12-21 0.172353 0.251832 0.391804 0.700283 1.569592 5.639287 485.111598
2025-12-28 0.171920 0.254416 0.403095 0.743112 1.771211 7.552453 NaN
2026-01-04 0.174228 0.261934 0.424638 0.814837 2.112025 11.780048 NaN
2026-01-11 0.167771 0.253339 0.413374 0.802425 2.132670 13.013865 NaN
2026-01-18 0.163032 0.247612 0.407507 0.803329 2.209413 15.371853 NaN
2026-01-25 0.156045 0.237446 0.391870 0.776423 2.159925 15.737260 NaN